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首页> 外文期刊>Turkish Journal of Electrical Engineering and Computer Sciences >A new technique for rare-event simulation based on partition of the region
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A new technique for rare-event simulation based on partition of the region

机译:基于区域划分的稀有事件仿真新技术

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摘要

Rare events are an important limitation of discrete-eventsimulation in some areas of applications. The existing rare-eventsimulation (RES) techniques, such as importance sampling (IS),splitting, and RESTART, have been used for RES so far. However, thesetechniques not only have some limitations, but also are not general oreasy to use. In this paper, the partition of the region (PoR) methodis used as a variance reduction technique in a new RES technique forusage with a wide range of modeling and simulation languages. Threevariants of the proposed technique will be introduced: simple PoR,recursive PoR, and advanced PoR. Simple and recursive PoR methods arepowerful techniques that have some important features such as boundedrelative error; however, they are restricted to some specific models.Advanced PoR is a more general technique that integrates the PoRmethod and the IS technique. To evaluate the efficiency of theproposed technique and its variants, the comparative simulationresults of some illustrative examples using stochastic activitynetworks will be presented.
机译:在某些应用领域中,稀有事件是离散事件模拟的重要限制。到目前为止,现有的稀有事件模拟(RES)技术(例如重要性采样(IS),拆分和RESTART)已用于RES。但是,这些技术不仅有一定的局限性,而且不是通用的或易于使用的。在本文中,区域划分(PoR)方法被用作一种新的RES技术中的方差减少技术,该技术具有广泛的建模和仿真语言。将介绍所提出技术的三个变体:简单PoR,递归PoR和高级PoR。简单和递归的PoR方法是强大的技术,具有一些重要的功能,例如有限的相对误差;但是,它们仅限于某些特定模型。高级PoR是一种将PoR方法和IS技术集成在一起的更通用的技术。为了评估所提出的技术及其变体的效率,将给出一些使用随机活动网络的示例性例子的比较模拟结果。

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